Basic Econometrics – Damodar N. Gujarati – 4th Edition

Description

The primary objective of the fourth edition of Essentials of is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward for the beginner.

The is designed to help understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to , calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.

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Table of Contents

Preface
Introduction

<strong>Part I Single-Equation Regression Models</strong>
Chapter 1 The Nature of Regression Analysis
Chapter 2 Two-Variable Regression Analysis: Some Basic Ideas
Chapter 3 Two-Variable Regression Model: The Problem of Estimation
Chapter 4 Classical Normal Linear Regression Model (CNLRM)
Chapter 5 Two-Variable Regression: Estimation and Hypothesis Testing
Chapter 6 Extensions of the Two-Variable Linear Regression Model
Chapter 7 Multiple Regression Analysis: The Problem of Estimation
Chapter 8 Multiple Regression Analysis: The Problem of Inference
Chapter 9 Dummy Variable Regression Models

<strong>Part II Relaxing the Assumptions of the Classical Model</strong>
Chapter 10 Multicollinearity: What Happens if the Regressors Are Correlated
Chapter 11 Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?
Chapter 12 Autocorrelation: What Happens if the Error Terms Are Correlated
Chapter 13 Econometric Modeling: Model Specification and Diagnostic Testing

<strong>Part III Topics in Econometrics</strong>
Chapter 14 Nonlinear Regression Models
Chapter 15 Qualitative Response Regression Models
Chapter 16 Panel Data Regression Models
Chapter 17 Dynamic Econometric Models: Authoregressive and Distributed-Lag Models

<strong>Part IV Simultaneous-Equation Models</strong>
Chapter 18 Simultaneous-Equation Models
Chapter 19 The Identification Problem
Chapter 20 Simultaneous-Equation Methods

<strong>Part V Time Series Econometrics</strong>
Chapter 21 Time Series Econometrics: Some Basic Concepts
Chapter 22 Time Series Econometrics: Forecasting

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